+641.7%
APP vs NLY
+64.9%
+576.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +4.9% |
| 7D | +0.3% | -3.6% | +3.9% | +2.7% |
| 30D | -1.3% | -4.9% | +3.6% | +1.9% |
| 3M | -36.2% | +6.2% | -42.4% | -38.7% |
| 6M | -34.1% | +4.5% | -38.6% | -36.3% |
| YTD | -53.3% | +5.1% | -58.5% | -55.4% |
| 1Y | -44.5% | +13.5% | -58.1% | -50.3% |
| All | +641.7% | +64.9% | +576.8% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling